Wash the leeks, trim them, cut into rounds. Heat the butter in a large saucepan, add the leeks, cook them over low heat for about 15 minutes, until they are just soft but don't them brown or colour.
Meanwhile, peel the potatoes and chunk them to get them ready to go.
When the leeks are soft, add to the pot 3 1/2 cups of water (1 litre or 1 3/4 pints), the bay leaves and the potatoes and bring to a boil, then reduce heat and simmer for 30 minutes.
Remove bay leaves, crumble the cheese in, whiz in a blender until smooth. Return to pot, heat through, season with pepper. Just before serving, stir in the yoghurt. As you serve it into bowls, crumble a bit more Stilton on top of each bowl.
The cheese will be salty, so don't just add salt on reflex: taste to make sure you really need it.